Markov decision processes with exponentially representable discounting
نویسندگان
چکیده
منابع مشابه
Markov decision processes with exponentially representable discounting
We generalize the geometric discount of finite discounted cost Markov Decision Processes to “exponentially representable” discount functions, prove existence of optimal policies which are stationary from some time N onward, and provide an algorithm for their computation. Outside this class, optimal “N-stationary” policies in general do not exist.
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2009
ISSN: 0167-6377
DOI: 10.1016/j.orl.2008.10.005